People seem to assume that because I am a Christian, I am magically immune to pain; that somehow, because of my faith, I shouldn't feel sadness.

“Don’t feel sad,” Christians say. Or, “Just go to God with it.” 
Oh, you’ve cured me, thank you. Suddenly the onslaught of problems in my life lately have all instantaneously vanished.

Of course that's not how it works. Christians go through just as many hardships as anyone, and we still have hearts and emotions that are naturally going to be broken when we face exceptionally hard points in our lives. God never promises an easy life full of happiness and sunshine for His followers—in John 16:33, He actually promises us tribulation in this world.

In Romans 9:2, Paul says "I have great sorrow and unceasing grief in my heart." Paul was one of the greatest and most wholehearted followers of God and even he went through times where he was absolutely heartbroken.

Christians, it is okay to be sad.

It is okay to lay in bed for hours and listen to sad music when your heart feels like it might fall apart. It is okay to cry and cry until you feel like you can't cry anymore. This does not mean you lack the joy of the Lord, nor does it mean you have any less faith in God. He feels our pain. Jesus laughs and rejoices with us, and he also cries with us.

John 11:35: "Jesus wept." Christ Jesus Himself wept and mourned and cried out, "Why, God?" (Matthew 27:46) just like us.

Having the joy of the Lord doesn't mean we can't cry it out with a bowl of ice cream. It means that amidst our grief, we have peace and comfort in God. It means we have confidence that though "weeping may last through the night, joy comes with the mo(u)rning." (Psalm 30:5) It means we trust that though we hurt now, our pain is "for the good of those who love Him." (Romans 8:28) We have hope that "He has delivered us from peril and He will deliver us again...He will continue to deliver us" (2 Corinthians 1:10).

The saying goes that "time heals all wounds"; I've found this to be generally true, but I have also learned that some wounds go so deep that even time itself cannot touch them. It's not time itself that heals—it is the God who created time itself.

Christians, you are allowed to be sad. You are allowed to cry and hurt and go to sleep because you've had enough. Your faith is not less in any way because of this. Never feel shame for your emotions and for your broken heart. The good news is that though we weep, God is still sovereign, and God is still good to us. We know that our suffering and our sadness will always come to an end if we still allow our almighty Father to hold our hearts. Praise be to Him for that.